Introduction to Structural

Equation Modeling (SEM)

Day 3: November 22, 2012
ROB CRIBBIE
QUANTITATIVE METHODS PROGRAM DEPARTMENT OF
PSYCHOLOGY
COORDINATOR - STATISTICAL CONSULTING SERVICE
COURSE MATERIALS AVAILABLE AT:
WWW.PSYCH.YORKU.CA/CRIBBIE

Topics Covered in the First Two Weeks

Establishing and Identifying Models
Determining Model Fit
Checking Statistical Significance of Parameters
Checking the r2 of Outcome Variables
Relationship between Regression and Structural

Equation Modeling
Path Analysis
Confirmatory Factor Analysis
Full Structural Equation Models

What are we going to do today?

Mediation Analysis in SEM

Multiple Group Models

Mediation Analysis in SEM

What is mediation?
Mediation implies a causal hypothesis where an
independent variable causes a mediating variable which
causes a dependent variable.

A mediating variable is responsible for the relationship

between the predictor and the outcome variables

In other words, a mediating variable explains how or why an

independent variable predicts a dependent variable.

Simple 3-variable Mediation Model.

c

X
predictor

X
predictor

Y
outcome

M
mediator

Y
outcome

Terminology
The effect of X on Y through M is referred to as the

mediated effect or the indirect effect.

A mediating variable is also commonly called an intervening

variable, an intermediate variable, or a process variable.

Suppression and confounding effects also involve 3-

variable systems and are statistically, but not

conceptually, related to mediation

Mediation versus Moderation

Moderation is conceptually and statistically

different from mediation.

Mediation how, why

Moderation when, under what circumstances

Moderation - The nature of the relationship

between the predictor and the outcome differs

depending on the level of the moderator.

Mediation and SEM

Mediational relationships are very common in SEM

models
Outdated methods for testing mediation included a
series of regression equations

However, with SEM we can test multiple regression equations

simultaneously!

This makes testing mediational hypotheses very straightforward in

SEM

The Indirect Effect

Evaluate the significance of the a*b effect
Could use the Sobel test, but it can be problematic and produce
biased results (especially with small samples)
Current recommendation in the mediation literature

is to evaluate the significance of the indirect effect

using bias-corrected bootstrapped confidence
intervals
We can do this in AMOS quite easily

Bootstrapping
Bootstrapping provides an approach to

constructing confidence intervals for the mediated

effect.

Bootstrapped confidence intervals make no assumption

about the distribution of the mediated effect statistic (a*b).

A large number of bootstrap samples are drawn

from the data and the effect (a*b) is estimated

from each of these bootstrap samples.
The distribution of these samples forms an
empirical sampling distribution of the effect.

Bias-corrected Bootstrap Confidence Intervals

For a 95% CI:

The lower limit is the bootstrapped estimate of a*b at the 2.5

percentile

The upper limit is the bootstrapped estimate of a*b at the 97.5

percentile

Bias correction increases the likelihood that the population value

of a*b is encompassed within the interval in the expected
proportion of cases (e.g., 95%)

Mediation in SEM

In AMOS, the first thing we need to do is to ask for

output on the indirect effects

View Analysis Properties Output

Click Indirect, Direct, & Total Effects

Mediation in SEM
To obtain bootstrapped confidence intervals for the

indirect effect in AMOS:

View Analysis Properties

Bootstrap tab
Select

perform bootstrap and enter number

of resamples wanted (e.g., 10000)
Select Bias-corrected confidence intervals
and specify width (default is a 90% CI)
95 % CIs are more common

Mediation Example
Recall the example from the first weeks exercise
Predictors: Autonomy Orientation; Controlled Orientation
Outcomes: Burnout; Well-being
We can reframe the problem to try to determine if

competence is a mediator:

The effect of workplace variables on individual well-being and

burnout is mediated by feelings of competence within the
workplace.

Mediation Example
e2
1

Controlled
Orientation

e1
1

Well Being

Competence
Satisfaction
Autonomy
Orientation

Burnout
1

e3

Mediation Results in AMOS

Fit
(4) = 5.797, p = .215
CFI = .988
TLI = .971
IFI = .989
RMSEA = .0473
Since the fit of the model is good, we can go on to

test whether competence is a significant mediator

in the model

Mediation Results in AMOS

Indirect paths:
Controlled Orientation
Controlled Orientation
Autonomy Orientation
Autonomy Orientation

Competence
Competence
Competence
Competence

Burnout
Well-Being
Burnout
Well-Being

Mediation Results in AMOS

Indirect Effects

Competence
Burnout
Well-Being

Autonomy
Orient

Controlled
Orient

Competence

.0000000

.0000000

.0000000

-.0839494

.0882250

.0000000

.8815214

-.9264182

.0000000

Mediation Results in AMOS

Indirect Effects - Lower Bounds (BC)
Autonomy
Orientation

Controlled
Orientation

Competence

Competence

.0000000

.0000000

.0000000

Burnout

-.1791253

.0092771

.0000000

Well-Being

.1200047

-2.0416531

.0000000

Mediation Results in AMOS

Indirect Effects - Upper Bounds (BC)
Autonomy
Orientation

Controlled
Orientation

Competence

Competence

.0000000

.0000000

.0000000

Burnout

-.0071333

.1799369

.0000000

Well-Being

1.9094402

-.1631157

.0000000

Mediation Results in AMOS

Indirect Effects - Two Tailed Significance (BC)
Autonomy
Orientation

Controlled
Orientation

Competence

...

...

...

Burnout

.0325969

.0261903

...

Well-Being

.0260995

.0170113

...

Competence

Interpreting the Mediation Model

The effects of the predictors (autonomous or

controlling orientation) on the outcome (well-being

or burnout) are significantly accounted for by the
mediator (competence)

E.g., the effect of autonomy orientation on burnout is

significantly explained by competence
Need to look at the parameter estimates to understand the
effect

Interpreting the Mediation Model

Regression Weights:
Estimate

S.E.

C.R.

Competence

ControlledOrient

-.1249

.0645

-1.936

.0528

Competence

AutonomyOrient

.1189

.0687

1.728

.0838

WellBeing

Competence

7.412

1.404

5.276

***

Burnout

Competence

-.705

.0944

-7.477

***

Mediation in SEM
Once you know the basics for testing mediation

hypotheses in SEM, easily extended to more

complex models involving latent variables

The process is identical to what we have just covered and

quite straightforward.
Testing mediation models with latent variables is not
possible in simple regression.

Multiple-Group Models
Multiple Group/Sample Models allow us to examine a

well specified model in 2 or more groups (e.g., males

vs females) or 2 or more samples (e.g., cross
validation)
This allows us to test if our loadings, covariances, etc.
are different or not different across groups or samples

Note: The model should fit both groups before proceeding with
a multi-sample analysis

Types of Analyses
Examples:
Evaluate a path analysis across samples to determine if the
coefficients differ
Evaluate if the factorial structure of an instrument varies across
populations
Evaluate a latent variable model across multiple groups to
determine if the loadings differ
Interpretations mirror an interaction effect

Strategies for Multisample Analysis

Full Model Analysis
Interest is in comparing all factor loadings, factor
variances/covariances, and structural model paths across
groups

Beginning with the measurement model, subsequently fix

parameters to be equal (i.e., if they do not differ then fix them to
be equal in testing future restrictions)

Parameter Level Analysis

In this strategy we are testing whether a specific parameter
differs across groups

Multi-group Models
How do we know if a parameter (or a set of

parameters) is invariant across groups?

If the chi-square difference test (comparing the constrained and

unconstrained models) is significant then constraining the
parameters to be equal significantly increased the chi-square
statistic (relative to the degrees of freedom)

In other words, constraining the parameters to be equal reduced

the fit of the model
Recall: 2 = 2 (less constrained) - 2 (more constrained)
df(2) = df[2 (less constrained)] - df[2 (more constrained)]

Thus, this parameter can be said to differ across groups

i.e., the model fits better when each sample takes on unique
parameter estimates

Multi-group models
Alternatively, we can look at the difference in the

CFI fit index

The difference test is sometimes argued to be excessively

stringent when testing for invariance
Cheung and Rensvold (2002) present research arguing that
a CFI difference test is a reasonable alternative
If change in CFI value is less than or equal to .01, then the
null hypothesis of invariance should not be rejected

i.e., the more constrained model is invariant across groups

Multi-group models - Example

1

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e2

e14
e13
e12
e11
e10
e21
e20
e19
e18
e17
e16
e15

1
1
1
1
1

1
1
1
1
1
1
1

ITEM1
ITEM2

ITEM3
ITEM6
Emotional
Exhaustion

ITEM8
ITEM13
ITEM14
ITEM20

ITEM5

ITEM10
ITEM11

Depersonalization

ITEM15
ITEM22
ITEM4
ITEM7
ITEM9
ITEM17
ITEM18
ITEM19
ITEM21

1
Personal
Accomplishment

Multi-group Models - Example

The first thing we need to do is to define our

groups.

Analyze Manage Groups

Type in the first groups name Elementary teachers, click
new
Type in second groups name Secondary teachers

Now we need to assign the data for each group

In this example, the data for each group is in separate files
However, can have the data for different groups within the
same file.

In this case you need to specify the group variable

Multi-group Models - Example

Selecting the data files:
Click

on icon Select data file(s)

Multi-group Models - Example

For group data within same dataset:
Again, click select data files
Click grouping variable

Multi-group Models - Example

Select the grouping variable and click ok
Next, need to tell AMOS how the variable

distinguishes the groups

Click
group value

Multi-group Models - Example

Once the groups have been defined, we estimate a

baseline for both groups

In this first model, both data sets are examined

simultaneously, holding only the pattern of factor loadings
invariant.

This model serves two functions:

First, it serves as a test of configural invariance

that is, poor fit of this model indicates that either the same
factor structure does not hold for the two samples, or that the
model is misspecified in one or both samples.

Second, the configural invariance model serves as a baseline

model for evaluating, which can be used as a comparison
model for other more restrictive models.

Multi-group Models Example

Once we have a good-fitting configural model, we

continue in a series of steps in order to test the

invariance of specific parts of the model

Usually, in the first step we want to see if the factor loadings

are invariant across groups.

Note: There is a short-cut for conducting multiple

group analyses in AMOS, using the multiple-group

analysis command, although unless all differencebased tests are not significant (i.e., no follow-ups are
required) then it does not save much time

Multi-group Models - Example

To fix parameters to be equal, we label each of the

parameters with the same name

Right-click on path and select object properties

Enter label under the parameters tab
Be sure to check off all groups

Multi-group Models - Example

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ITEM1
ITEM2

1
L2
L3
L4

ITEM3
ITEM6
ITEM8
ITEM13

L5
L6
L7
L8

Emotional
Exhaustion

ITEM14
ITEM20
ITEM5
1
L10

ITEM10
ITEM11

L11
L12

Depersonalization

ITEM15
L13

ITEM22
ITEM4
1
L15
L16

ITEM7
ITEM9
ITEM17

L17
L18
L19

ITEM18
ITEM19
ITEM21

L20

Personal
Accomplishment

Both the male and

female models
should look the
same

Multi-group Models - Example

Baseline Model:
(330) = 1962.3
CFI = .919
Measurement Invariance Model:
(347) = 1992.6
CFI = .918
(17) = 30.3 significant (p < .05)
CFI = .001 not significant
We will trust the more stringent difference test

Multi-group Models - Example

Given that we did not find measurement invariance

with the difference test, for each of the

dimensions of the MBI, we should look at each factor
separately for measurement invariance.

Label the paths for one factor at a time to set test for group
invariance on that particular factor.
Assess using the

Multi-group Models - Example

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1
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1
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1
1
1
1
1
1
1

ITEM1
ITEM2

1
L2
L3
L4

ITEM3
ITEM6
ITEM8
ITEM13

L5
L6
L7
L8

Emotional
Exhaustion

ITEM14
ITEM20
ITEM5
1

ITEM10
ITEM11

Depersonalization

ITEM15
ITEM22
ITEM4
ITEM7
ITEM9
ITEM17
ITEM18
ITEM19
ITEM21

1
Personal
Accomplishment

We start with the

emotional exhaustion
construct

Multi-group Models - Example

Baseline Model:
(330) = 1962.3
Measurement Invariance Model:
(337) = 1963.6
(7) = 1.3 not significant (p > .05)
Therefore, the groups are invariant for the emotional

exhaustion factor parameters

Retain this model and check for invariance of next
factor.

Multi-group Models - Example

1

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1
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1
1

1
1
1
1
1
1
1

ITEM1
ITEM2

1
L2
L3
L4

ITEM3
ITEM6
ITEM8
ITEM13

L5
L6
L7
L8

Now we check the

Depersonalization Construct
Emotional
Exhaustion

ITEM14
ITEM20
ITEM5
1
L10

ITEM10
ITEM11

L11
L12

Depersonalization

ITEM15
L13

ITEM22
ITEM4
ITEM7
ITEM9
ITEM17
ITEM18
ITEM19
ITEM21

1
Personal
Accomplishment

Multi-group Models - Example

Baseline Model:
(330) = 1962.3
Measurement Invariance Model:
(341) = 1972.2
(11) = 9.9 not significant (p > .05)
Therefore, the groups are invariant for the

emotional exhaustion and depersonaliztion factors

parameters

So, the issue seems to be with the non-invariance of all or

some of the parameters in the personal accomplishment
factor

Multi-group Models - Example

Now that we have isolated the factor associated with

the non-invariance, test each of the parameters

within that factor separately.
Conduct a for each item parameter.

Multi-group Models - Example

Maintaining the most recent model (with emotional

exhaustion and depersonalization factors invariant

across the 2 groups), we first test for the invariance
of item7

Multi-group Models - Example

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1
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ITEM1
ITEM2
ITEM3
ITEM6
ITEM8

After testing all parameters,

we fix to equality the ones
that did not result in a
significant 2 difference test

1
L2
L3
L4
L5

Emotional
Exhaustion

L6

ITEM13

L7

ITEM14

L8

ITEM20
ITEM5
ITEM10
ITEM11
ITEM15

1
L10
L11
L12

Depersonalization

L13

ITEM22
ITEM4
ITEM7
ITEM9

1
L15
L16
Personal
Accomplishment

ITEM17
ITEM18
ITEM19
ITEM21

L19
L20

Multi-group Models - Example

Final Analysis Comparing Configural Model to

Constrained Model
Baseline Model:

(330) = 1962.3

Measurement Invariance Model:

(345) = 1975.3

(15) = 13.0 not significant (p > .05)

Therefore, we would examine the 2 item loadings (Items

17 and 18) for each group to see how/why they differ

We might also want to determine if the covariances among the factors

differ across groups using the same strategy

Multisample Analysis in J>2 Groups

We can also test for parameter differences in

situations where there are 3 or more groups

In this situation, any time that invariance is rejected pairwise

comparisons should be conducted to find out which groups
differ

When multiple parameters are tested for invariance

this can be very time consuming